4.45Open4.95Pre Close5 Volume408 Open Interest72.00Strike Price2.26KTurnover74.88%IV0.82%PremiumAug 16, 2024Expiry Date4.05Intrinsic Value100Multiplier4DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.7326Delta0.0563Gamma13.80Leverage Ratio-0.1975Theta-0.0064Rho-10.11Eff Leverage0.0258Vega